| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,719.0 |
2,752.0 |
33.0 |
1.2% |
2,671.0 |
| High |
2,761.0 |
2,828.0 |
67.0 |
2.4% |
2,828.0 |
| Low |
2,718.0 |
2,750.0 |
32.0 |
1.2% |
2,668.0 |
| Close |
2,745.0 |
2,805.0 |
60.0 |
2.2% |
2,805.0 |
| Range |
43.0 |
78.0 |
35.0 |
81.4% |
160.0 |
| ATR |
53.6 |
55.7 |
2.1 |
3.9% |
0.0 |
| Volume |
3,384 |
32,544 |
29,160 |
861.7% |
43,962 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.3 |
2,994.7 |
2,847.9 |
|
| R3 |
2,950.3 |
2,916.7 |
2,826.5 |
|
| R2 |
2,872.3 |
2,872.3 |
2,819.3 |
|
| R1 |
2,838.7 |
2,838.7 |
2,812.2 |
2,855.5 |
| PP |
2,794.3 |
2,794.3 |
2,794.3 |
2,802.8 |
| S1 |
2,760.7 |
2,760.7 |
2,797.9 |
2,777.5 |
| S2 |
2,716.3 |
2,716.3 |
2,790.7 |
|
| S3 |
2,638.3 |
2,682.7 |
2,783.6 |
|
| S4 |
2,560.3 |
2,604.7 |
2,762.1 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,247.0 |
3,186.0 |
2,893.0 |
|
| R3 |
3,087.0 |
3,026.0 |
2,849.0 |
|
| R2 |
2,927.0 |
2,927.0 |
2,834.3 |
|
| R1 |
2,866.0 |
2,866.0 |
2,819.7 |
2,896.5 |
| PP |
2,767.0 |
2,767.0 |
2,767.0 |
2,782.3 |
| S1 |
2,706.0 |
2,706.0 |
2,790.3 |
2,736.5 |
| S2 |
2,607.0 |
2,607.0 |
2,775.7 |
|
| S3 |
2,447.0 |
2,546.0 |
2,761.0 |
|
| S4 |
2,287.0 |
2,386.0 |
2,717.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,828.0 |
2,668.0 |
160.0 |
5.7% |
47.2 |
1.7% |
86% |
True |
False |
8,792 |
| 10 |
2,828.0 |
2,604.0 |
224.0 |
8.0% |
48.4 |
1.7% |
90% |
True |
False |
6,290 |
| 20 |
2,828.0 |
2,545.0 |
283.0 |
10.1% |
49.9 |
1.8% |
92% |
True |
False |
5,559 |
| 40 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
58.1 |
2.1% |
62% |
False |
False |
4,202 |
| 60 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
50.9 |
1.8% |
62% |
False |
False |
4,816 |
| 80 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
47.1 |
1.7% |
62% |
False |
False |
3,838 |
| 100 |
2,975.0 |
2,528.0 |
447.0 |
15.9% |
49.4 |
1.8% |
62% |
False |
False |
3,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,159.5 |
|
2.618 |
3,032.2 |
|
1.618 |
2,954.2 |
|
1.000 |
2,906.0 |
|
0.618 |
2,876.2 |
|
HIGH |
2,828.0 |
|
0.618 |
2,798.2 |
|
0.500 |
2,789.0 |
|
0.382 |
2,779.8 |
|
LOW |
2,750.0 |
|
0.618 |
2,701.8 |
|
1.000 |
2,672.0 |
|
1.618 |
2,623.8 |
|
2.618 |
2,545.8 |
|
4.250 |
2,418.5 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.7 |
2,792.5 |
| PP |
2,794.3 |
2,780.0 |
| S1 |
2,789.0 |
2,767.5 |
|